Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view
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Publication:1034567
DOI10.1016/J.JMAA.2009.06.070zbMATH Open1175.93209arXiv1107.2277OpenAlexW1906260424MaRDI QIDQ1034567FDOQ1034567
Authors: Anup Biswas, Vivek Borkar 
Publication date: 6 November 2009
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Abstract: The uniqueness argument in the proof of Theorem 5, p. 483, of "Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view, J. Math. Anal. and Appl. (2009) " is flawed. We give here a corrected proof.
Full work available at URL: https://arxiv.org/abs/1107.2277
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- Asymptotic Behavior of the Invariant Density of a Diffusion Markov Process with Small Diffusion
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